Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47691.17 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46296.25 Kr¶

PnL: ---------------------------------------> -592.32 Kr¶

DD now: ---------------------------------> -1.93 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 14:55:52.890395'

Anic Portfolio¶

Today¶

Return: 0.797 %¶

This Week¶

Return: 0.332 %¶

Total¶

Return: 56.129 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.200000 3182.400000 211.400000 7.120000 2971.000006
HEBA B 70 -0.260000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.050000 3462.400000 85.400000 2.530000 3377.000000
FM Mattsson Mora Group B 50 -1.650000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 0.190000 612.420000 35.420000 6.140000 576.999999
Norva24 Group 16 -0.890000 570.880000 27.880000 5.130000 543.000000
AcadeMedia 12 0.950000 584.880000 27.880000 5.010000 557.000004
Samhällsbyggnadsbo. i Norden B 20 0.710000 380.900000 25.900000 7.300000 355.000000
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
Resurs Holding 22 3.630000 597.300000 23.300000 4.060000 573.999998
Eastnine 4 0.780000 513.600000 22.600000 4.600000 491.000000
OEM International B 7 1.170000 542.500000 14.500000 2.750000 527.999997
Sampo Oyj SDB 7 1.940000 3860.500000 10.500000 0.270000 3850.000000
Fastighetsbolag. Emilshus Pref 21 1.120000 571.200000 9.200000 1.640000 562.000005
Intrum 4 -0.070000 535.800000 8.800000 1.670000 527.000000
HMS Networks 2 -1.220000 678.000000 5.000000 0.740000 673.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Swedbank A 3 0.590000 566.250000 2.250000 0.400000 564.000000
Coor Service Management Hold. 8 0.680000 533.600000 1.600000 0.300000 532.000000
Essity B 2 0.740000 575.400000 1.400000 0.240000 574.000000
Boozt 12 1.700000 1652.400000 -1.600000 -0.100000 1653.999996
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 0.460000 542.750000 -3.250000 -0.600000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.300000 241.440000 -4.560000 -1.850000 246.000000
Securitas B 6 0.020000 563.880000 -6.120000 -1.070000 570.000000
CTEK 13 1.410000 524.680000 -9.320000 -1.750000 533.999999
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
Nordea Bank Abp 29 0.540000 3439.400000 -14.600000 -0.420000 3453.999992
Midsona B 63 1.380000 555.660000 -27.340000 -4.690000 582.999984
Vivesto 1368 2.010000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 0.560000 541.500000 -53.070000 -8.930000 594.565215
Axfood 13 -0.290000 3630.900000 -125.100000 -3.330000 3756.000001
OX2 18 2.080000 1456.200000 -207.800000 -12.490000 1663.999992
Fasadgruppen Group 35 2.360000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 0.720000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46296.250000 -592.320000 -1.93034% 46888.564618

Updated:¶

'2023-01-20 14:56:05.186656'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶